+133,470.8%
MSFT vs SHEL
+2,460.3%
+131,010.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -2.7% | +2.2% | -4.9% | -3.2% |
| 30D | +2.7% | +6.8% | -4.1% | +1.0% |
| 3M | +17.0% | +8.1% | +8.8% | +14.6% |
| 6M | +23.8% | +14.4% | +9.4% | +19.4% |
| YTD | +4.0% | +30.0% | -26.0% | -3.0% |
| 1Y | -0.8% | +33.3% | -34.1% | -8.1% |
| 3Y | +55.6% | +66.4% | -10.8% | +35.3% |
| 5Y | +72.9% | +178.6% | -105.7% | +30.2% |
| 10Y | +875.8% | +198.4% | +677.4% | +588.8% |
| All | +133,470.8% | +2,460.3% | +131,010.5% | +73,103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling